What I'm building this month
Equities RAG. Same shape as the Polymarket stack — its own signal layer, its own quant layer, its own execution path — wired into Hermes, tuned for stocks, ETFs, and indices. The wrestling point is the data sprawl; see the note.
What I'm reading
The current literature on context stores for agents — specifically how an agent retains context from an external point of view rather than carrying it in-prompt. The question that keeps surfacing: at what scale does retrieval stop helping and start diluting?
Updated monthly.